ConformalPrediction.jlPredictive Uncertainty Quantification in Machine Learning
Delft University of Technology
July 26, 2023
ConformalPrediction.jl (10min)Scan this now to follow along … if you’re lucky 😅
Conformal Prediction (CP) works under the premise of turning heuristic measures of Predictive Uncertainty (PU) into rigorous ones through repeated sampling or the use of calibration data.
ConformalPrediction.jlMLJ.jl.Flux.jl through MLJFlux.jl.We had a great talk on
SymbolicRegression.jlthis week, so I thought I’d take it for ride
A simple MNIST classifier.
Ensemble Batch Prediction Intervals (Xu and Xie 2021) contributed by Mojtaba Farmanbar 📣.
Tutorial
How to Conformalize a Time Series Model (docs)
CounterfactualExplanations.jl.Contribute
Currently working on full conformal training implementation [#62].
Contribute
LaplaceRedux.jl interfaced to MLJFlux.jl. Planning to add both ideas [#64].
JuliaTaija collects Julia packages geared towards Trustworthy AI:
Contributions welcome! 😊